Related papers: Unbounded rough drivers

In this paper, we study reflected differential equations driven by continuous paths with finite $p$-variation ($1\le p<2$) and $p$-rough paths ($2\le p<3$) on domains in Euclidean spaces whose boundaries may not be smooth. We define…

In this article, we illustrate the flexibility of the algebraic integration formalism introduced by M. Gubinelli (2004), by establishing an existence and uniqueness result for delay equations driven by rough paths. We then apply our results…

In this article we show the existence of a random-field solution to linear stochastic partial differential equations whose partial differential operator is hyperbolic and has variable coefficients that may depend on the temporal and spatial…

In this article we study a class of hyperbolic partial differential equations of order one on the semi-axis. The so-called port-Hamiltonian systems cover for instance the wave equation and the transport equation, but also networks of the…

The combination of functional limit theorems with the pathwise analysis of deterministic and stochastic differential equations has proven to be a powerful approach to the analysis of fast-slow systems. In a multivariate setting, this…

We present a novel data-driven distributionally robust Model Predictive Control formulation for unknown discrete-time linear time-invariant systems affected by unknown and possibly unbounded additive uncertainties. We use off-line collected…

Higher Time Derivative Theories are generated by considering space-time rotated KdV and mKdV systems. These systems are then studied to see if/how instabilities, usually associated with higher time derivative theories, manifest on the…

In this note we consider differential equations driven by a signal $x$ which is $\gamma$-H\"older with $\gamma>1/3$, and is assumed to possess a lift as a rough path. Our main point is to obtain existence of solutions when the coefficients…

Building on results obtained in [GVRS], we prove Local Stable and Unstable Manifold Theorems for nonlinear, singular stochastic delay differential equations. The main tools are rough paths theory and a semi-invertible Multiplicative Ergodic…

We introduce a modeling framework for an urban tram network based on a hyperbolic partial differential equation describing the transport of passengers along the network, coupled with a family of stochastic processes representing passenger…

We prove existence of global solutions for differential equations driven by a geometric rough path under the condition that the vector fields have linear growth. We show by an explicit counter-example that the linear growth condition is not…

We consider a multivalued nonlinear Duffing system driven by a nonlinear nonhomogeneous differential operator. We prove existence theorems for both the convex and nonconvex problems (according to whether the multivalued perturbation is…

We propose a model uncertainty approach to heavy traffic asymptotics that allows for a high level of uncertainty. That is, the uncertainty classes of underlying distributions accommodate disturbances that are of order 1 at the usual…

We consider small nonlinear perturbations of linear systems on a time scale with the phase space being finite or infinite-dimensional. For $\Delta$-differential operators, corresponding to linear dynamic systems we consider their…

We consider nonlinear perturbations of the hyperbolic equation in the Hilbert space. Necessary and sufficient conditions for the existence of solutions of boundary-value problem for the corresponding equation and iterative procedures for…

This paper considers the distributed robust control problems of uncertain linear multi-agent systems with undirected communication topologies. It is assumed that the agents have identical nominal dynamics while subject to different…

A key challenge to nonlocal models is the analytical complexity of deriving them from first principles, and frequently their use is justified a posteriori. In this work we extract nonlocal models from data, circumventing these challenges…

We study a rather general class of optimal "ballistic" transport problems for matrix-valued measures. These problems naturally arise, in the spirit of \emph{Y. Brenier. Comm. Math. Phys. (2018) 364(2) 579-605}, from a certain dual…

We face the well-posedness of linear transport Cauchy problems $$\begin{cases}\dfrac{\partial u}{\partial t} + b\cdot\nabla u + c\,u = f&(0,T)\times{\mathbb R}^n\\u(0,\cdot)=u_0\in L^\infty&{\mathbb R}^n\end{cases}$$ under borderline…

We consider the problem of discounted optimal state-feedback regulation for general unknown deterministic discrete-time systems. It is well known that open-loop instability of systems, non-quadratic cost functions and complex nonlinear…